Anic Equity¶

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Total return since start: 0.737 %¶

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Equity now: -----------------------------> 53047.66 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 33210.02 Kr¶

PnL: ---------------------------------------> -39.15 Kr¶

DD now: ---------------------------------> -0.137 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-07 15:55:54.744854'

Anic Portfolio¶

Today¶

Return: -0.035 %¶

This Week¶

Return: -0.035 %¶

Total¶

Return: 73.664 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Lundin Gold 7 2.180000 984.200000 12.600000 1.300000 971.600000
SynAct Pharma 9 2.710000 648.000000 5.400000 0.840000 642.600000
Investor A 16 -0.180000 3540.800000 4.800000 0.140000 3536.000000
Indutrade 5 0.950000 1321.500000 4.500000 0.340000 1317.000000
New Wave B 20 1.660000 3910.000000 4.000000 0.100000 3906.000000
NCC B 7 1.680000 655.550000 3.850000 0.590000 651.700000
Addtech B 3 2.360000 701.400000 3.000000 0.430000 698.400000
BHG Group 49 -2.460000 640.430000 2.940000 0.460000 637.490000
Latour B 2 1.210000 451.200000 2.800000 0.620000 448.400000
Ambea 68 2.530000 2533.680000 2.720000 0.110000 2530.960000
Fortnox 10 -0.090000 668.200000 2.600000 0.390000 665.600000
SCA A 4 -0.530000 600.000000 1.600000 0.270000 598.400000
Biotage 4 0.070000 602.000000 1.200000 0.200000 600.800000
Volati 5 2.140000 574.000000 1.000000 0.170000 573.000000
Sdiptech B 3 2.010000 820.800000 0.600000 0.070000 820.200000
Profoto Holding 7 -1.190000 581.000000 0.000000 0.000000 581.000000
Xvivo Perfusion 3 -0.530000 843.000000 0.000000 0.000000 843.000000
Eastnine 6 1.110000 655.200000 0.000000 0.000000 655.200000
Vitrolife 3 -0.620000 674.400000 -0.600000 -0.090000 675.000000
Creades A 7 0.930000 607.950000 -0.700000 -0.120000 608.650000
Lime Technologies 2 6.490000 591.000000 -1.000000 -0.170000 592.000000
Humana 40 0.960000 670.400000 -1.600000 -0.240000 672.000000
Sampo Oyj SDB 1 -0.200000 502.000000 -2.000000 -0.400000 504.000000
Embracer Group B 26 1.430000 656.760000 -2.860000 -0.430000 659.620000
NCC A 6 -0.200000 592.800000 -4.800000 -0.800000 597.600000
BONESUPPORT HOLDING 10 0.660000 1214.000000 -7.000000 -0.570000 1221.000000
Gaming Innovation Group 161 0.590000 4145.750000 -32.200000 -0.770000 4177.950000
Wästbygg Gruppen B 80 2.320000 2824.000000 -40.000000 -1.400000 2864.000000
TOTAL 33210.020000 -39.150000 -0.13684% 33249.170000

Updated:¶

'2023-06-07 15:56:08.822550'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶